The establishment of which group created a sense of urgency among Soviet leaders to develop an atomic bomb

The correct answer is - NATO.

NATO was an organization created by the United States, United Kingdom, France, Canada, Australia, pretty much the countries that were allies in the World War II. The purpose for its creation was to have bigger security as all of them were obliged to support each other when facing a threat, but also to become a dominant global geopolitical factor and protect the interests of the member nations.

The Soviet Union saw this organization as a direct threat so it rushed into development of as much weapons of mass destruction as possible, including atomic bombs. Apart from the rapid increase in militarization, the Soviet Union also formed organization with the same purposes, the Warsaw Pact, an organization consisted of countries that shared the same socialist ideals as the Soviet Union.